Financial instrument position and subposition management

Abstract

An analyzer module may read a selector key and a financial object number stored within a financial object. The financial object number may be sent to a selector module associated with the selector key. The selector module may read a selector strategy key stored within the financial object. A processor programmed by the selector module may retrieve a set of position values associated with the financial object based, at least in part, on the selector strategy key. A mapping module may be chosen by the selector module based upon a financial instrument type. The mapping module may store the position values within the financial object. A price calculator may generate a key figure for each of the position values. A list of the position values may be displayed to a user on a display device.

We claim: 
     
       1. A computer implemented method comprising the steps of:
 providing, by a computer processor, a plurality of selector modules each customized for different type of financial instrument; 
 reading by the computer processor a selector key and a financial object number stored within a financial object, wherein the selector key identifies a financial instrument type of the financial object; 
 determining, by the computer processor, a particular selector module from the plurality of selector modules based on the identified financial instrument type; 
 sending by the computer processor the financial object number to the particular selector module to read 
 a selector strategy key stored within the financial object; 
 retrieving by the computer processor a set of position values associated with the financial object based, at least in part, on the selector strategy key, wherein the set of position values are retrieved from a results database and the position values include information regarding positions of the financial object or subpositions associated with subparts of the financial object; 
 choosing a mapping module from a plurality of mapping modules by the computer processor based upon the financial instrument type identified by the selector key, wherein each of the mapping modules is configured to store a respective set of position values within a particular type of financial instrument; 
 storing by the computer processor the retrieved set of position values within the financial object using the chosen mapping module; 
 generating by the computer processor a key figure for each of the position values, wherein the key figure includes one or more of net present value, value at risk, sensitivity or convexity; and 
 displaying a list of the position values and their respective associated key figures by the computer processor. 
 
     
     
       2. The method of  claim 1 , wherein the selector strategy key is a key date identifier. 
     
     
       3. The method of  claim 1 , wherein the selector strategy key is a business transaction identifier. 
     
     
       4. The method of  claim 1 , wherein the financial object represents a single position or subposition, the single position or subposition is involved within a hedging relationship. 
     
     
       5. The method of  claim 1 , wherein the financial instrument type is one selected from the group of stock, forward stock transaction, bond, over-the-counter (OTC) option, future and interest rate swap. 
     
     
       6. The method of  claim 1 , wherein the position values stored within the financial object include position or subposition information reflecting one or more transactions that have taken place during a trading period. 
     
     
       7. An article comprising a non-transitory computer-readable storage medium storing instructions that, when executed by a computer processor, perform the steps of:
 providing, by the computer processor, a plurality of selector modules each customize for a different type of financial instrument; 
 reading by the computer processor a selector key and a financial object number stored within a financial object, wherein the selector key identifies a financial instrument type of the financial object; 
 determining, by the computer processor, a particular selector module from the plurality of selector modules based on the identified financial instrument type; 
 sending by the computer processor the financial object number to the particular selector module to read 
 a selector strategy key stored within the financial object; 
 retrieving by the computer processor a set of position values associated with the financial object based, at least in part, on the selector strategy key, wherein the set of position values are retrieved from a results database and the position values include information regarding positions of the financial object or subpositions associated with subparts of the financial object; 
 choosing a mapping module from a plurality of mapping modules by the computer processor based upon the financial instrument type identified by the selector key, wherein each of the mapping modules is configured to store a respective set of position values within a particular type of financial instrument; 
 storing by the computer processor the retrieved set of position values within the financial object using the chosen mapping module; 
 generating by the computer processor a key figure for each of the position values, wherein the key figure includes one or more of net present value, value at risk, sensitivity or convexity; and 
 displaying a list of the position values and their respective associated key figures by the computer processor. 
 
     
     
       8. The article of  claim 7 , wherein the selector strategy key is a key date identifier. 
     
     
       9. The article of  claim 7 , wherein the selector strategy key is a business transaction identifier. 
     
     
       10. The method of  claim 7 , wherein the financial object represents a single position or subposition, the single position or subposition is involved within a hedging relationship. 
     
     
       11. The article of  claim 7 , wherein the financial instrument type is one selected from the group of stock, forward stock transaction, bond, over-the-counter (OTC) option, future and interest rate swap. 
     
     
       12. The article of  claim 7 , wherein the position values stored within the financial object include position or subposition information reflecting one or more transactions that have taken place during a trading period. 
     
     
       13. A computer system for managing financial instruments comprising:
 a computer processor; 
 a computer-readable storage medium; and 
 a display device; 
 wherein the computer processor performs the steps of:
 providing, by the computer processor, a plurality of selector modules each customized for a different type of financial instrument; 
 reading by the computer processor a selector key and a financial object number stored within a financial object, wherein the financial object is stored on the computer-readable storage medium, wherein the selector key identifies a financial instrument type of the financial object; 
 determining, by the computer processor, a particular selector module from the plurality of selector modules based on the identified financial instrument type; 
 sending by the computer processor the financial object number to the particular selector module to read 
 a selector strategy key stored within the financial object; 
 retrieving by the computer processor a set of position values associated with the financial object based, at least in part, on the selector strategy key, wherein the set of position values are retrieved from a results database and the position values include information regarding positions of the financial object or subpositions associated with subparts of the financial object; 
 choosing a mapping module from a plurality of mapping modules by the computer processor based upon the financial instrument type identified by the selector key, wherein each of the mapping modules is configured to store a respective set of position values within a particular type of financial instrument; 
 storing by the computer processor the retrieved set of position values within the financial object using the chosen mapping module; 
 generating by the computer processor a key figure for each of the position values, wherein the key figure includes one or more of net present value, value at risk, sensitivity or convexity; and 
 displaying a list of the position values and their respective associated key figures by the computer processor. 
 
 
     
     
       14. The computer system of  claim 13 , wherein the selector strategy key is a key date identifier. 
     
     
       15. The computer system of  claim 13 , wherein the selector strategy key is a business transaction identifier. 
     
     
       16. The computer system of  claim 13 , wherein the financial object represents a single position or subposition, the single position or subposition is involved within a hedging relationship. 
     
     
       17. The computer system of  claim 13 , wherein the financial instrument type is one selected from the group of stock, forward stock transaction, bond, over-the-counter (OTC) option, future and interest rate swap. 
     
     
       18. The computer system of  claim 13 , wherein the position values stored within the financial object include position or subposition information reflecting one or more transactions that have taken place during a trading period.